-5.2%
TYG vs VOO
+777.9%
-783.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | -12.3% | -2.7% | -9.6% | -9.9% |
| 30D | -5.6% | -5.4% | -0.2% | -0.4% |
| 3M | -11.6% | -4.1% | -7.5% | -8.0% |
| 6M | -21.6% | +0.7% | -22.4% | -22.8% |
| YTD | -2.4% | +8.7% | -11.1% | -11.4% |
| 1Y | -5.4% | +11.0% | -16.4% | -16.0% |
| 3Y | +72.8% | +75.5% | -2.7% | -5.8% |
| 5Y | +97.6% | +68.4% | +29.2% | +11.1% |
| 10Y | -20.9% | +315.7% | -336.5% | -78.6% |
| All | -5.2% | +777.9% | -783.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling